+436.6%
GE vs MDB
-28.4%
+464.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.5% |
| 7D | -1.6% | -17.4% | +15.8% | +0.3% |
| 30D | -11.6% | -2.0% | -9.5% | -11.7% |
| 3M | +3.0% | -3.0% | +6.0% | +2.6% |
| 6M | -0.5% | +48.7% | -49.2% | -6.4% |
| YTD | +9.7% | -12.1% | +21.9% | +9.1% |
| 1Y | +20.0% | +14.5% | +5.5% | +15.0% |
| 3Y | +275.8% | -6.1% | +282.0% | +251.3% |
| All | +436.6% | -28.4% | +464.9% | +384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling